#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Termstructures;
using Cephei.QL;
using Cephei.QL.Times;
namespace Cephei.QL.Pricingengines.Swaption
{
    /// <summary> 
	/// ! \ingroup swaptionengines  \warning The engine assumes that the exercise date equals the start date of the passed swap.
	/// </summary>
    [Guid ("92A299DD-516D-4205-AD2E-726057103609"),ComVisible(true)]
	public interface IBlackSwaptionEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IBlackSwaptionEngine Calculate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Termstructures.IYieldTermStructure TermStructure {get;}
    }   

    /// <summary> 
	/// ! \ingroup swaptionengines  \warning The engine assumes that the exercise date equals the start date of the passed swap. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IBlackSwaptionEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IBlackSwaptionEngine Create (Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Cephei.QL.IQuote vol, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
        /// <summary> 
		/// 
		/// </summary>
	    IBlackSwaptionEngine Create (Cephei.QL.Termstructures.IYieldTermStructure discountCurve, Double vol, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Times.IDayCounter> dc);
    }
}

